The risk-free rate of interest is 7% per annum with continuous compounding, and the dividend yield on

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The risk-free rate of interest is 7% per annum with continuous compounding, and the dividend yield on a stock index is 3.2% per annum. The current value of the index is 150. What is the sixmonth futures price?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:01 AM

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The risk-free rate of interest is 7% per annum with continuous compounding, and the dividend yield on

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